CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0793 |
0.0024 |
0.2% |
1.0730 |
| High |
1.0807 |
1.0820 |
0.0014 |
0.1% |
1.0820 |
| Low |
1.0746 |
1.0742 |
-0.0005 |
0.0% |
1.0695 |
| Close |
1.0796 |
1.0773 |
-0.0023 |
-0.2% |
1.0773 |
| Range |
0.0061 |
0.0079 |
0.0018 |
29.8% |
0.0125 |
| ATR |
0.0055 |
0.0056 |
0.0002 |
3.1% |
0.0000 |
| Volume |
817 |
602 |
-215 |
-26.3% |
3,366 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0972 |
1.0816 |
|
| R3 |
1.0935 |
1.0893 |
1.0795 |
|
| R2 |
1.0857 |
1.0857 |
1.0787 |
|
| R1 |
1.0815 |
1.0815 |
1.0780 |
1.0797 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0769 |
| S1 |
1.0736 |
1.0736 |
1.0766 |
1.0718 |
| S2 |
1.0700 |
1.0700 |
1.0759 |
|
| S3 |
1.0621 |
1.0658 |
1.0751 |
|
| S4 |
1.0543 |
1.0579 |
1.0730 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1080 |
1.0842 |
|
| R3 |
1.1013 |
1.0955 |
1.0807 |
|
| R2 |
1.0888 |
1.0888 |
1.0796 |
|
| R1 |
1.0830 |
1.0830 |
1.0784 |
1.0859 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0777 |
| S1 |
1.0705 |
1.0705 |
1.0762 |
1.0734 |
| S2 |
1.0638 |
1.0638 |
1.0750 |
|
| S3 |
1.0513 |
1.0580 |
1.0739 |
|
| S4 |
1.0388 |
1.0455 |
1.0704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0820 |
1.0695 |
0.0125 |
1.2% |
0.0056 |
0.5% |
62% |
True |
False |
673 |
| 10 |
1.0820 |
1.0674 |
0.0147 |
1.4% |
0.0055 |
0.5% |
68% |
True |
False |
720 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0060 |
0.6% |
35% |
False |
False |
871 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0051 |
0.5% |
26% |
False |
False |
563 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
26% |
False |
False |
396 |
| 80 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0043 |
0.4% |
24% |
False |
False |
312 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0042 |
0.4% |
17% |
False |
False |
268 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0041 |
0.4% |
17% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1154 |
|
2.618 |
1.1026 |
|
1.618 |
1.0947 |
|
1.000 |
1.0899 |
|
0.618 |
1.0869 |
|
HIGH |
1.0820 |
|
0.618 |
1.0790 |
|
0.500 |
1.0781 |
|
0.382 |
1.0771 |
|
LOW |
1.0742 |
|
0.618 |
1.0693 |
|
1.000 |
1.0663 |
|
1.618 |
1.0614 |
|
2.618 |
1.0536 |
|
4.250 |
1.0408 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0781 |
| PP |
1.0778 |
1.0778 |
| S1 |
1.0776 |
1.0776 |
|